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Related papers: Goodness of fit tests for weighted histograms

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This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

A self-contained Fortran-77 program for calculating test statistics to compare weighted histogram with unweighted histogram and two histograms with weighted entries is presented. The code calculates test statistics for cases of histograms…

Data Analysis, Statistics and Probability · Physics 2011-11-18 Nikolai Gagunashvili

Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing…

Methodology · Statistics 2022-11-21 L. Ndwandwe , J. S. Allison , L. Santana , I. J. H. Visagie

In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional framework of a previous one, designed for the…

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

Methodology · Statistics 2016-01-19 Louisiane Lemaire , Flora Jay , I-Hung Lee , Katalin Csilléry , Michael G. B. Blum

Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms…

Data Analysis, Statistics and Probability · Physics 2010-09-29 M. J. Betancourt

In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…

Data Analysis, Statistics and Probability · Physics 2009-11-10 S. I. Bityukov , N. V. Krasnikov

Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…

Methodology · Statistics 2024-08-20 Adway S. Wadekar , Jerome P. Reiter

The Hosmer-Lemeshow (HL) test is a commonly used global goodness-of-fit (GOF) test that assesses the quality of the overall fit of a logistic regression model. In this paper, we give results from simulations showing that the type 1 error…

Methodology · Statistics 2023-10-30 Nikola Surjanovic , Thomas M. Loughin

This paper develops a smooth test of goodness-of-fit for elliptical distributions. The test is adaptively omnibus, invariant to affine-linear transformations and has a convenient expression that can be broken into components. These…

Statistics Theory · Mathematics 2019-02-12 Gilles R. Ducharme , Pierre Lafaye de Micheaux

We consider the goodness-of fit testing problem for H\"older smooth densities over $\mathbb{R}^d$: given $n$ iid observations with unknown density $p$ and given a known density $p_0$, we investigate how large $\rho$ should be to…

Statistics Theory · Mathematics 2023-03-21 Julien Chhor , Alexandra Carpentier

In this work, goodness-of-fit tests are adapted and applied to CMB maps to detect possible non-Gaussianity. We use Shapiro-Francia test and two Smooth goodness-of-fit tests: one developed by Rayner and Best and another one developed by…

Astrophysics · Physics 2015-06-24 A. M. Aliaga , E. Martinez-Gonzalez , L. Cayon , F. Argueso , J. L. Sanz , R. B. Barreiro

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

We initiate the study of goodness-of-fit testing when the data consist of positive definite matrices. Motivated by the recent appearance of the cone of positive definite matrices in numerous areas of applied research, including diffusion…

Statistics Theory · Mathematics 2019-03-08 Elena Hadjicosta , Donald Richards

We propose a new and rather stringent criterion for testing the goodness of fit between a theory and experiment. It is motivated by the paradox that the criterion on \chi^2 for testing a theory is much weaker than the criterion for finding…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. C. Collins , J. Pumplin

Positive and negative likelihood ratios are parameters which are used to assess and compare the effectiveness of binary diagnostic tests. Both parameters only depend on the sensitivity and specificity of the diagnostic test and are…

Other Statistics · Statistics 2024-09-02 Jose Antonio Roldan-Nofuentes , Saad Bouh Sidaty-Regad

In this paper, a new goodness-of-fit test for a location-scale family based on progressively Type-II censored order statistics is proposed. Using Monte Carlo simulation studies, the present researchers have observed that the proposed test…

Statistics Theory · Mathematics 2017-04-25 Hamzeh Torabi , Sayyed Mahmoud Mirjalili , Hossein Nadeb

The problem of making practical, useful goodness of fit tests in the Bayesian paradigm is largely open. We introduce a class of special cases (testing for uniformity: have the cards been shuffled enough; does my random generator work) and a…

Methodology · Statistics 2018-04-11 Persi Diaconis , Guanyang Wang

In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…

Methodology · Statistics 2017-04-11 Rajen D. Shah , Peter Bühlmann